Regarding WhatsApp traffic using WSA or any web proxy, this will be a big challenge. Below are the main reasons:
1. WhatsApp is not designed to work with any Web Proxy, this statement also confirmed by WhatsApp it self : http://www.whatsapp.com/faq/iphone/22025683 and https://www.whatsapp.com/faq/en/android/24478843
From the above link, this is the statement from WhatsAPP: "WhatsApp is not designed to be used with proxy or VPN services, so we cannot provide support for those configurations."
2. WhatsApp also uses non-HTTP/non-Web socket data channels /HTTPS, which contradicting with WSA which only support HTTP/HTTPS/FTP protocol as per RFC, source: https://www.whatsapp.com/faq/en/s40/22026203
3. For the point 2, WSA does have a feature request in place for WSA (CSCzv18663 - Treat servers that RST our Client Hello as non-SSL) however at this stage this feature request still not being implemented.
4. WhatsApp also uses XMPP protocol in which not supported by WSA since it will only do HTTP/HTTPS/FTP protocol.
For these reasons it would be suggested to control it on the Firewall itself instead of forcing unsupported protocol to work through the Web Security Appliance.
With the above conditions from WhatsApp itself, connection for WhatsAPP using web proxy may not work as it should be.
We would recommend to NOT redirect traffics that WhatsApp uses especially with ports: 5222, 5223, 5228, 4244, 5242 to the WSA (setting action as passthrough in WSA most likely will not help).
Below are some more information gathered from WhatsApp:
## IP addresses that whatsapp might be using for its connections: